The tribes inhabiting the area are indigenous to the land. Zhob is the cradle of the Afghan race. Qais Abdul Rashid, who is believed to be one of the progenitors of the Pashtoons or Afghans, lived in the Suleiman mountains near Zhob. He was born in 575 AD and died in 661 AD. Natives call the place where he is buried "Da Kase Ghar" (the mountain of Qais). The Chinese pilgrim Hiven Tsiang who visited India in 629 AD, described the Afghans as living in Zhob. The area was ruled by Nadir Shah from 1736 to 1747 and by Ahmed Shah Abdali from 1747 to 1773. It was part of the Afghan dynasty when the British penetrated it in 1881. A number of areas now in Zhob, Killa Saifullah, and Pishin districts were ceded to British Indian Balochistan after the Durand line in 1893. They soon became a district.
Zhob district is the second oldest existing district of Balochistan, after Quetta. It was raised to district level in February 1890, under Captain MacIvor as the first Political Agent.
The district has an important geo-strategic location. It links Afghanistan, South Waziristan Agency, D.I.Khan district, Killa Saifullah, Loralai, and MusaKhel.